CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	0.9207	0.9198	-0.0009	-0.1%	0.9263
High	0.9243	0.9212	-0.0032	-0.3%	0.9307
Low	0.9181	0.9141	-0.0040	-0.4%	0.9141
Close	0.9195	0.9150	-0.0045	-0.5%	0.9150
Range	0.0063	0.0071	0.0009	13.6%	0.0166
ATR	0.0069	0.0069	0.0000	0.2%	0.0000
Volume	127,259	112,930	-14,329	-11.3%	542,821

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9336	0.9189
R3	0.9309	0.9265	0.9170
R2	0.9238	0.9238	0.9163
R1	0.9194	0.9194	0.9157	0.9181
PP	0.9167	0.9167	0.9167	0.9161
S1	0.9123	0.9123	0.9143	0.9110
S2	0.9096	0.9096	0.9137
S3	0.9025	0.9052	0.9130
S4	0.8954	0.8981	0.9111

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9697	0.9590	0.9241
R3	0.9531	0.9424	0.9196
R2	0.9365	0.9365	0.9180
R1	0.9258	0.9258	0.9165	0.9228
PP	0.9199	0.9199	0.9199	0.9184
S1	0.9092	0.9092	0.9135	0.9062
S2	0.9033	0.9033	0.9120
S3	0.8867	0.8926	0.9104
S4	0.8701	0.8760	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9307	0.9141	0.0166	1.8%	0.0061	0.7%	6%	False	True	108,564
10	0.9326	0.9141	0.0186	2.0%	0.0062	0.7%	5%	False	True	116,131
20	0.9459	0.8948	0.0511	5.6%	0.0077	0.8%	40%	False	False	137,385
40	0.9459	0.8856	0.0603	6.6%	0.0062	0.7%	49%	False	False	90,877
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	50%	False	False	60,818
80	0.9459	0.8845	0.0614	6.7%	0.0052	0.6%	50%	False	False	45,651
100	0.9459	0.8845	0.0614	6.7%	0.0044	0.5%	50%	False	False	36,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9513
2.618	0.9397
1.618	0.9326
1.000	0.9283
0.618	0.9255
HIGH	0.9212
0.618	0.9184
0.500	0.9176
0.382	0.9168
LOW	0.9141
0.618	0.9097
1.000	0.9070
1.618	0.9026
2.618	0.8955
4.250	0.8839

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	0.9176	0.9207
PP	0.9167	0.9188
S1	0.9159	0.9169

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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